-46.7%
CMCSA vs LOW
+5.8%
-52.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -5.6% | -2.6% | -2.9% | -4.6% |
| 30D | -1.9% | -11.1% | +9.3% | +2.5% |
| 3M | +6.4% | -8.5% | +14.9% | +9.8% |
| 6M | -16.9% | -20.8% | +3.9% | -9.8% |
| YTD | -6.8% | -17.2% | +10.4% | -0.7% |
| 1Y | -15.9% | -24.7% | +8.8% | -7.3% |
| 3Y | -33.4% | -9.7% | -23.7% | -33.0% |
| 5Y | -46.7% | +6.0% | -52.7% | -56.0% |
| All | -46.7% | +5.8% | -52.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling